+230.8%
LUV vs COPX
+179.8%
+51.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +2.5% |
| 7D | -0.1% | -2.9% | +2.8% | +0.7% |
| 30D | -14.6% | 0.0% | -14.6% | -14.9% |
| 3M | -5.7% | +14.8% | -20.5% | -11.1% |
| 6M | -8.4% | +7.0% | -15.5% | -12.3% |
| YTD | -5.1% | +23.8% | -29.0% | -14.5% |
| 1Y | +26.6% | +75.7% | -49.1% | 0.0% |
| 3Y | +39.7% | +156.4% | -116.7% | -5.7% |
| 5Y | -12.0% | +167.6% | -179.6% | -43.3% |
| 10Y | +17.3% | +569.1% | -551.8% | -48.1% |
| All | +230.8% | +179.8% | +51.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling